Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 253 938 CHF | 102 575 CHF | 99,17% | 99,17% |
19/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 254 220 CHF | 102 688 CHF | 99,16% | 99,16% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 248 543 CHF | 100 417 CHF | 99,22% | 99,22% |
15/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 246 992 CHF | 99 797 CHF | 99,17% | 99,17% |
14/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 251 567 CHF | 101 627 CHF | 99,16% | 99,16% |
13/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 250 714 CHF | 101 286 CHF | 99,17% | 99,17% |
12/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 246 523 CHF | 99 609 CHF | 99,16% | 99,16% |
11/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 232 920 CHF | 94 168 CHF | 99,17% | 99,17% |
08/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 235 054 CHF | 95 022 CHF | 99,17% | 99,17% |
07/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 226 384 CHF | 91 554 CHF | 97,98% | 97,98% |